Genetic Algorithms and Genetic Programming in Computational Finance

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After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.The latter is also known as the father of genetic algorithms. The project was
originally motivated by an attempt to simulate complex adaptive systems, and the
stock market was later found to be a good starting point. By all standards, the
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Title

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Genetic Algorithms and Genetic Programming in Computational Finance

Author

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Shu-Heng Chen

Publisher

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Springer Science & Business Media - 2012-12-06

ISBN-13

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